Alternate treatments of jacobian singularities in polar coordinates within finite-difference schemes

Jacobian singularities of differential operators in curvilinear coordinates occur when the Jacobian determinant of the curvilinear-to-Cartesian mapping vanishes, thus leading to unbounded coefficients in partial differential equations. Within a finite-difference scheme, we treat the singularity at the pole of polar coordinates by setting up complementary equations. Such equations are obtained by either integral or smoothness conditions. They are assessed by application to analytically solvable steady-state heat-conduction problems.

Finite-difference schemes compared for wave-deformation characteristics in mathematical modeling of two-dimensional long-wave propagation /

"October 1970."

Nonstandard Finite Difference Schemes with Application to Finance: Option Pricing

2000 Mathematics Subject Classification: 65M06, 65M12.

Low Volatility Options and Numerical Diffusion of Finite Difference Schemes

2000 Mathematics Subject Classification: 65M06, 65M12.

Truncation errors in finite difference models for solute transport equation with first-order reaction

The truncation errors associated with finite difference solutions of the advection-dispersion equation with first-order reaction are formulated from a Taylor analysis. The error expressions are based on a general form of the corresponding difference equation and a temporally and spatially weighted parametric approach is used for differentiating among the various finite difference schemes. The numerical truncation errors are defined using Peclet and Courant numbers and a new Sink/Source dimensionless number. It is shown that all of the finite difference schemes suffer from truncation errors. Tn particular it is shown that the Crank-Nicolson approximation scheme does not have second order accuracy for this case. The effects of these truncation errors on the solution of an advection-dispersion equation with a first order reaction term are demonstrated by comparison with an analytical solution. The results show that these errors are not negligible and that correcting the finite difference scheme for them results in a more accurate solution. (C) 1999 Elsevier Science B.V. All rights reserved.

Coarse-grid higher order finite-difference time-domain algorithm with low dispersion errors

Higher order (2,4) FDTD schemes used for numerical solutions of Maxwell`s equations are focused on diminishing the truncation errors caused by the Taylor series expansion of the spatial derivatives. These schemes use a larger computational stencil, which generally makes use of the two constant coefficients, C-1 and C-2, for the four-point central-difference operators. In this paper we propose a novel way to diminish these truncation errors, in order to obtain more accurate numerical solutions of Maxwell`s equations. For such purpose, we present a method to individually optimize the pair of coefficients, C-1 and C-2, based on any desired grid size resolution and size of time step. Particularly, we are interested in using coarser grid discretizations to be able to simulate electrically large domains. The results of our optimization algorithm show a significant reduction in dispersion error and numerical anisotropy for all modeled grid size resolutions. Numerical simulations of free-space propagation verifies the very promising theoretical results. The model is also shown to perform well in more complex, realistic scenarios.

Methodology for studying the numerical speed of sound in finite differences schemes

The space and time discretization inherent to all FDTD schemesintroduce non-physical dispersion errors, i.e. deviations ofthe speed of sound from the theoretical value predicted bythe governing Euler differential equations. A generalmethodologyfor computing this dispersion error via straightforwardnumerical simulations of the FDTD schemes is presented.The method is shown to provide remarkable accuraciesof the order of 1/1000 in a wide variety of twodimensionalfinite difference schemes.

Second order accurate upwind difference schemes for scalar conservation laws with source terms

A second order accurate, characteristic-based, finite difference scheme is developed for scalar conservation laws with source terms. The scheme is an extension of well-known second order scalar schemes for homogeneous conservation laws. Such schemes have proved immensely powerful when applied to homogeneous systems of conservation laws using flux-difference splitting. Many application areas, however, involve inhomogeneous systems of conservation laws with source terms, and the scheme presented here is applied to such systems in a subsequent paper.

Assessment of a high-order finite difference upwind scheme for the simulation of convection-diffusion problems

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Difference schemes for numerical solutions of lagging models of heat conduction

Non-Fourier models of heat conduction are increasingly being considered in the modeling of microscale heat transfer in engineering and biomedical heat transfer problems. The dual-phase-lagging model, incorporating time lags in the heat flux and the temperature gradient, and some of its particular cases and approximations, result in heat conduction modeling equations in the form of delayed or hyperbolic partial differential equations. In this work, the application of difference schemes for the numerical solution of lagging models of heat conduction is considered. Numerical schemes for some DPL approximations are developed, characterizing their properties of convergence and stability. Examples of numerical computations are included.

Difference schemes for time-dependent heat conduction models with delay

Different non-Fourier models of heat conduction, that incorporate time lags in the heat flux and/or the temperature gradient, have been increasingly considered in the last years to model microscale heat transfer problems in engineering. Numerical schemes to obtain approximate solutions of constant coefficients lagging models of heat conduction have already been proposed. In this work, an explicit finite difference scheme for a model with coefficients variable in time is developed, and their properties of convergence and stability are studied. Numerical computations showing examples of applications of the scheme are presented.

Finite-difference time-domain-based studies of MRI pulsed field gradient-induced eddy currents inside the human body

In modern magnetic resonance imaging (MRI), patients are exposed to strong, rapidly switching magnetic gradient fields that, in extreme cases, may be able to elicit nerve stimulation. This paper presents theoretical investigations into the spatial distribution of induced current inside human tissues caused by pulsed z-gradient fields. A variety of gradient waveforms have been studied. The simulations are based on a new, high-definition, finite-difference time-domain method and a realistic inhomogeneous 10-mm resolution human body model with appropriate tissue parameters. it was found that the eddy current densities are affected not only by the pulse sequences but by many parameters such as the position of the body inside the gradient set, the local biological material properties and the geometry of the body. The discussion contains a comparison of these results with previous results found in the literature. This study and the new methods presented herein will help to further investigate the biological effects caused by the switched gradient fields in a MRI scan. (C) 2002 Wiley Periodicals, Inc.

Finite difference time domain (FDTD) method for modeling the effect of switched gradients on the human body in MRI

Numerical modeling of the eddy currents induced in the human body by the pulsed field gradients in MRI presents a difficult computational problem. It requires an efficient and accurate computational method for high spatial resolution analyses with a relatively low input frequency. In this article, a new technique is described which allows the finite difference time domain (FDTD) method to be efficiently applied over a very large frequency range, including low frequencies. This is not the case in conventional FDTD-based methods. A method of implementing streamline gradients in FDTD is presented, as well as comparative analyses which show that the correct source injection in the FDTD simulation plays a crucial rule in obtaining accurate solutions. In particular, making use of the derivative of the input source waveform is shown to provide distinct benefits in accuracy over direct source injection. In the method, no alterations to the properties of either the source or the transmission media are required. The method is essentially frequency independent and the source injection method has been verified against examples with analytical solutions. Results are presented showing the spatial distribution of gradient-induced electric fields and eddy currents in a complete body model.

Existence of multiple solutions for finite difference approximations to second-order boundary value problems

Error condition detected We consider discrete two-point boundary value problems of the form D-2 y(k+1) = f (kh, y(k), D y(k)), for k = 1,...,n - 1, (0,0) = G((y(0),y(n));(Dy-1,Dy-n)), where Dy-k = (y(k) - Yk-I)/h and h = 1/n. This arises as a finite difference approximation to y" = f(x,y,y'), x is an element of [0,1], (0,0) = G((y(0),y(1));(y'(0),y'(1))). We assume that f and G = (g(0), g(1)) are continuous and fully nonlinear, that there exist pairs of strict lower and strict upper solutions for the continuous problem, and that f and G satisfy additional assumptions that are known to yield a priori bounds on, and to guarantee the existence of solutions of the continuous problem. Under these assumptions we show that there are at least three distinct solutions of the discrete approximation which approximate solutions to the continuous problem as the grid size, h, goes to 0. (C) 2003 Elsevier Science Ltd. All rights reserved.